Binary option pricing using fuzzy numbers
Author:
Funder
Natural Sciences and Engineering Research Council of Canada
Publisher
Elsevier BV
Subject
Applied Mathematics
Reference10 articles.
1. A study of Greek letters of currency option under uncertainty environments;Xu;Mathematical and Computer Modelling,2010
2. On possibilistic mean value and variance of fuzzy numbers;Carlsson;Fuzzy Sets and Systems,2001
3. Weighted possibilistic moments of fuzzy numbers with applications to GARCH modeling and option pricing;Thavaneswaran;Mathematical and Computer Modelling,2009
4. Option price sensitivities through fuzzy numbers;Guerra;Computers and Mathematics with Applications,2011
5. On theoretical pricing of options with fuzzy estimators;Chrysafis;Journal of Computational and Applied Mathematics,2009
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